Finding the optimal strategy for ichimoku indicator

This is a summary report of finding the best parameters for ichimoku strategy trading.

Performance chart

Performance chart with the most profitable parameters:

Summary Table

Summary table of the strategy:

##                       Summary   All.Trades
## 1                  Net Profit  19535592.32
## 2                Gross Profit  53912529.64
## 3                  Gross Loss -34351954.11
## 4               Profit Factor         1.57
## 5                                     0.00
## 6                Total Trades      1307.00
## 7               Profit Trades       633.00
## 8                 Loss Trades       666.00
## 9                 Even Trades         8.00
## 10         Percent Profitable         0.48
## 11                                    0.00
## 12   Average Trade Net Profit     14946.90
## 13      Average Winning Trade     85169.87
## 14       Average Losing Trade    -51579.51
## 15                Largest Win   3701820.06
## 16               Largest Loss  -1490162.25
## 17                                    0.00
## 18        Max Conecutive Wins         8.00
## 19     Max Consecutive Losses         9.00
## 20                                    0.00
## 21            Max Shares Held      5571.15
## 22                                    0.00
## 23 Max Daily Percent Drawdown       -43.29

Drawdowns Distribution

Distribution of daily maximum drawdon percentage of balance:

## `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.